RQR: Stata module to estimate the residualized quantile regression model

Nicolai T. Borgen (), Andreas Haupt () and Øyvind Wiborg ()
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Nicolai T. Borgen: University of Oslo
Andreas Haupt: Karlsruhe Institute of Technology
Øyvind Wiborg: University of Oslo

Statistical Software Components from Boston College Department of Economics

Abstract: The rqr package includes the rqr and rqrplot commands. The rqr command implements the residualized quantile regression model, which estimates unconditional quantile treatment effects. It is a flexible and fast approach that can easily handle all types of observed control variables, including high-dimensional fixed effects. The rqrplot command effortless plots quantile regression coefficients and their confidence intervals.

Language: Stata
Requires: Stata version 12 and qrprocess, reghdfe from SSC (q.v.)
Keywords: quantile regressions; residualized quantile regression (RQR) model; quantile treatment effects; fixed effects (search for similar items in EconPapers)
Date: 2021-10-05, Revised 2022-06-15
Note: This module should be installed from within Stata by typing "ssc install rqr". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rqr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rqr.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rqrplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rqrplot.sthlp help file (text/plain)

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